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VONE vs. VXUS
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VONE vs. VXUS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Russell 1000 ETF (VONE) and Vanguard Total International Stock ETF (VXUS). The values are adjusted to include any dividend payments, if applicable.

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VONE vs. VXUS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VONE
Vanguard Russell 1000 ETF
-4.22%17.21%24.51%26.41%-19.14%26.49%20.95%31.12%-4.84%21.55%
VXUS
Vanguard Total International Stock ETF
2.32%32.35%5.08%15.86%-16.08%8.98%10.66%21.75%-14.43%27.46%

Returns By Period

In the year-to-date period, VONE achieves a -4.22% return, which is significantly lower than VXUS's 2.32% return. Over the past 10 years, VONE has outperformed VXUS with an annualized return of 13.81%, while VXUS has yielded a comparatively lower 8.91% annualized return.


VONE

1D
2.94%
1M
-4.97%
YTD
-4.22%
6M
-1.83%
1Y
17.59%
3Y*
18.08%
5Y*
10.99%
10Y*
13.81%

VXUS

1D
3.32%
1M
-7.90%
YTD
2.32%
6M
7.01%
1Y
28.12%
3Y*
15.50%
5Y*
7.32%
10Y*
8.91%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VONE vs. VXUS - Expense Ratio Comparison

VONE has a 0.08% expense ratio, which is higher than VXUS's 0.05% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

VONE vs. VXUS — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

VONE
VONE Risk / Return Rank: 6464
Overall Rank
VONE Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
VONE Sortino Ratio Rank: 6161
Sortino Ratio Rank
VONE Omega Ratio Rank: 6464
Omega Ratio Rank
VONE Calmar Ratio Rank: 6464
Calmar Ratio Rank
VONE Martin Ratio Rank: 7373
Martin Ratio Rank

VXUS
VXUS Risk / Return Rank: 8686
Overall Rank
VXUS Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
VXUS Sortino Ratio Rank: 8787
Sortino Ratio Rank
VXUS Omega Ratio Rank: 8787
Omega Ratio Rank
VXUS Calmar Ratio Rank: 8686
Calmar Ratio Rank
VXUS Martin Ratio Rank: 8585
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

VONE vs. VXUS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Russell 1000 ETF (VONE) and Vanguard Total International Stock ETF (VXUS). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


VONEVXUSDifference

Sharpe ratio

Return per unit of total volatility

0.97

1.64

-0.67

Sortino ratio

Return per unit of downside risk

1.48

2.26

-0.78

Omega ratio

Gain probability vs. loss probability

1.22

1.34

-0.11

Calmar ratio

Return relative to maximum drawdown

1.50

2.42

-0.92

Martin ratio

Return relative to average drawdown

7.13

9.37

-2.24

VONE vs. VXUS - Sharpe Ratio Comparison

The current VONE Sharpe Ratio is 0.97, which is lower than the VXUS Sharpe Ratio of 1.64. The chart below compares the historical Sharpe Ratios of VONE and VXUS, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


VONEVXUSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.97

1.64

-0.67

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.65

0.47

+0.18

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.76

0.52

+0.24

Sharpe Ratio (All Time)

Calculated using the full available price history

0.80

0.35

+0.45

Correlation

The correlation between VONE and VXUS is 0.80, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

VONE vs. VXUS - Dividend Comparison

VONE's dividend yield for the trailing twelve months is around 1.14%, less than VXUS's 2.97% yield.


TTM20252024202320222021202020192018201720162015
VONE
Vanguard Russell 1000 ETF
1.14%1.07%1.20%1.40%1.59%1.16%1.45%1.65%1.96%1.69%1.89%1.89%
VXUS
Vanguard Total International Stock ETF
2.97%3.18%3.37%3.24%3.09%3.10%2.14%3.06%3.18%2.73%2.93%2.83%

Drawdowns

VONE vs. VXUS - Drawdown Comparison

The maximum VONE drawdown since its inception was -34.66%, roughly equal to the maximum VXUS drawdown of -35.97%. Use the drawdown chart below to compare losses from any high point for VONE and VXUS.


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Drawdown Indicators


VONEVXUSDifference

Max Drawdown

Largest peak-to-trough decline

-34.66%

-35.97%

+1.31%

Max Drawdown (1Y)

Largest decline over 1 year

-12.11%

-11.27%

-0.84%

Max Drawdown (5Y)

Largest decline over 5 years

-25.12%

-29.44%

+4.32%

Max Drawdown (10Y)

Largest decline over 10 years

-34.66%

-35.97%

+1.31%

Current Drawdown

Current decline from peak

-6.17%

-8.33%

+2.16%

Average Drawdown

Average peak-to-trough decline

-3.94%

-8.29%

+4.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.55%

2.91%

-0.36%

Volatility

VONE vs. VXUS - Volatility Comparison

The current volatility for Vanguard Russell 1000 ETF (VONE) is 5.36%, while Vanguard Total International Stock ETF (VXUS) has a volatility of 8.31%. This indicates that VONE experiences smaller price fluctuations and is considered to be less risky than VXUS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VONEVXUSDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.36%

8.31%

-2.95%

Volatility (6M)

Calculated over the trailing 6-month period

9.59%

11.50%

-1.91%

Volatility (1Y)

Calculated over the trailing 1-year period

18.20%

17.19%

+1.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.09%

15.82%

+1.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.23%

17.09%

+1.14%